+478.5%
GS vs MUB
+21.2%
+457.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +0.8% | +1.0% | -0.2% | -0.3% |
| 30D | +1.2% | +3.9% | -2.6% | -2.9% |
| 3M | -12.4% | -0.4% | -12.0% | -12.1% |
| 6M | -2.3% | -0.6% | -1.8% | -1.6% |
| YTD | +4.6% | +0.4% | +4.2% | +4.3% |
| 1Y | +17.5% | +0.8% | +16.7% | +16.7% |
| 3Y | +202.0% | +11.3% | +190.7% | +168.0% |
| 5Y | +152.4% | +3.4% | +149.0% | +142.9% |
| 10Y | +478.5% | +21.9% | +456.6% | +617.8% |
| All | +478.5% | +21.2% | +457.3% | +617.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling